Ah ha... I think I've figured out what is wrong with my system.

Turns out I'm running using a 235 Watt power supply. Pentium 4's should be run with 250 minimum, preferably 300-350's... And the GeForce just sucks the juice out of it and causes the system to crash all the time because of the lack of power when I'm running 3D games.

I'm going to go in and yell at the computer shop people tomorrow and get a better power supply. Best case scenario, free 300+ Watt Power Supply. Worst case, I have to pay for one, but they're pretty cheap.